CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 06-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
400-4 |
402-0 |
1-4 |
0.4% |
381-0 |
High |
405-0 |
406-4 |
1-4 |
0.4% |
407-2 |
Low |
397-6 |
401-0 |
3-2 |
0.8% |
379-6 |
Close |
404-4 |
405-4 |
1-0 |
0.2% |
404-4 |
Range |
7-2 |
5-4 |
-1-6 |
-24.1% |
27-4 |
ATR |
10-3 |
10-0 |
-0-3 |
-3.4% |
0-0 |
Volume |
123,631 |
75,048 |
-48,583 |
-39.3% |
581,217 |
|
Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
420-7 |
418-5 |
408-4 |
|
R3 |
415-3 |
413-1 |
407-0 |
|
R2 |
409-7 |
409-7 |
406-4 |
|
R1 |
407-5 |
407-5 |
406-0 |
408-6 |
PP |
404-3 |
404-3 |
404-3 |
404-7 |
S1 |
402-1 |
402-1 |
405-0 |
403-2 |
S2 |
398-7 |
398-7 |
404-4 |
|
S3 |
393-3 |
396-5 |
404-0 |
|
S4 |
387-7 |
391-1 |
402-4 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
479-5 |
469-5 |
419-5 |
|
R3 |
452-1 |
442-1 |
412-0 |
|
R2 |
424-5 |
424-5 |
409-4 |
|
R1 |
414-5 |
414-5 |
407-0 |
419-5 |
PP |
397-1 |
397-1 |
397-1 |
399-6 |
S1 |
387-1 |
387-1 |
402-0 |
392-1 |
S2 |
369-5 |
369-5 |
399-4 |
|
S3 |
342-1 |
359-5 |
397-0 |
|
S4 |
314-5 |
332-1 |
389-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
407-2 |
381-4 |
25-6 |
6.4% |
10-6 |
2.6% |
93% |
False |
False |
120,421 |
10 |
407-2 |
379-6 |
27-4 |
6.8% |
7-7 |
1.9% |
94% |
False |
False |
94,961 |
20 |
407-2 |
362-0 |
45-2 |
11.2% |
8-5 |
2.1% |
96% |
False |
False |
97,944 |
40 |
407-2 |
344-6 |
62-4 |
15.4% |
8-4 |
2.1% |
97% |
False |
False |
92,420 |
60 |
428-0 |
344-6 |
83-2 |
20.5% |
9-3 |
2.3% |
73% |
False |
False |
69,585 |
80 |
438-0 |
344-2 |
93-6 |
23.1% |
10-4 |
2.6% |
65% |
False |
False |
55,812 |
100 |
438-0 |
316-0 |
122-0 |
30.1% |
10-2 |
2.5% |
73% |
False |
False |
47,809 |
120 |
450-4 |
316-0 |
134-4 |
33.2% |
10-6 |
2.6% |
67% |
False |
False |
41,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
429-7 |
2.618 |
420-7 |
1.618 |
415-3 |
1.000 |
412-0 |
0.618 |
409-7 |
HIGH |
406-4 |
0.618 |
404-3 |
0.500 |
403-6 |
0.382 |
403-1 |
LOW |
401-0 |
0.618 |
397-5 |
1.000 |
395-4 |
1.618 |
392-1 |
2.618 |
386-5 |
4.250 |
377-5 |
|
|
Fisher Pivots for day following 06-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
404-7 |
404-4 |
PP |
404-3 |
403-4 |
S1 |
403-6 |
402-4 |
|